Brescia striker Mario Balotelli said Lazio fans should be ashamed of themselves after alleged abuse during the sides' Serie A match.
A stadium announcement was made during the game urging fans not to sing discriminatory songs.
Balotelli, 29, posted a message on his Instagram account following the match - a 2-1 win for Lazio.
"Lazio fans present at the stadium today, shame on you," Balotelli wrote, with the hashtag #saynotoracism.
In a statement Lazio said: "As always, Lazio dissociates in the most taxing way from the discriminatory behaviour carried out by a very small minority of fans during the match against Brescia.
"The club once again reiterates its condemnation of such unjustified misconduct and confirms its intent to prosecute those who in fact betray their sporting passion, causing serious damage to the image of the club."
Former Manchester City and Liverpool striker Balotelli had opened the scoring for Brescia with Serie A's first goal of 2020.
The Italy international also scored Italian football's first goal of the previous decade in January 2010, while he was at Inter.
Balotelli threatened to walk off the pitch in November when he was subjected to racist abuse in a match against Hellas Verona.